This study focuses on treating adolescents with depression. The study has two main purposes. The first is to compare a new form of therapy for depression called Behavioral Activation (BA) to the antidepressant medication fluoxetine. BA therapy helps depressed people get more involved in activities they find enjoyable, which can reduce symptoms of depression. Research shows that both BA and fluoxetine work to reduce depressive symptoms in adolescents. However, unlike previous research, this study examines how well the two treatment options work in comparison to each other. Participants in the study are randomized to receive treatment with either BA or fluoxetine for 18 weeks.